CPLEX tuning tool with user provided initial values

Hello,

I am trying to tune CPLEX parameters for a large-scale problem (> 1 million constraints). If I provide a feasible initial point, CPLEX is able to find the optimal solution in about 5 minutes, but without a proper inicialization, it couldn’t find even a feasible solution in one hour.

The problem is that even though I have the option “mipstart=1” in the cplex.op2 file (the file with parameters that are not to be modified by the tuning algorithm), the initial values seem to be ignored. I’ve tried adding “mipstart = 1” to the cplex.opt file containing the options for the tuning process, but it didn’t help either.

Is there something wrong with my approach or is the option to consider user-provided initial conditions incompatible with the tuning tool?

I can confirm your observation and I am a bit surprised, too. Will investigate a little bit more…

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Just a quick update. We are still looking into this. Takes a bit more time as I also involved IBM support in this.

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Okay, took them some time to answer (due to vacation), but they confirmed now that CPLEX turns off mipstart for tuning. So this behaviour is expected by the CPLEX team. They didn’t communicate any reasons for this.